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Forecasting Economic Time Series

$144.99

  • Date Published: November 1998
  • availability: Available
  • format: Hardback
  • isbn: 9780521632423

$144.99
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About the Authors
  • David Hendry is one of the world's leading econometricians, and in this major new work he and Michael Clements provide an extended formal analysis of economic forecasting with econometric models: their analysis builds in many of the features of the real world that are often overlooked in traditional, textbook analyses of forecasting. Consequently, Clements and Hendry are able to suggest ways in which existing forecasting practices can be improved, as well as providing a rationale for some of the habitual practices of forecasters that have hitherto lacked a scientific foundation.

    • Professor Hendry is perhaps the most distinguished scholar in this field in the world
    • Clear, accessible and coherent exposition, based on Marshall Lectures
    • Important original research and analysis, with major policy implications
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    Product details

    • Date Published: November 1998
    • format: Hardback
    • isbn: 9780521632423
    • length: 392 pages
    • dimensions: 229 x 152 x 25 mm
    • weight: 0.74kg
    • contains: 43 tables
    • availability: Available
  • Table of Contents

    1. An introduction to economic forecasting
    2. First principles
    3. Evaluating forecast accuracy
    4. Forecasting in univariate processes
    5. Monte Carlo techniques
    6. Forecasting in co-intergrated systems
    7. Forecasting with large-scale macro-econometric models
    8. A theory of intercept corrections: beyond mechanistic forecasts
    9. Forecasting using leading indicators
    10. Combining forecasts
    11. Multi-step estimation
    12. Parsimony
    13. Testing forecast accuracy
    14. Postscript.

  • Authors

    Michael Clements, University of Warwick

    David Hendry, University of Oxford

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